Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47472.05 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46074.06 Kr¶

PnL: ---------------------------------------> -814.51 Kr¶

DD now: ---------------------------------> -2.381 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:28:28.726353'

Anic Portfolio¶

Today¶

Return: 0.343 %¶

This Week¶

Return: -0.92 %¶

Total¶

Return: 55.411 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.260000 2807.000000 171.000000 6.490000 2636.000010
HMS Networks 2 -1.620000 778.000000 105.000000 15.600000 673.000000
Nordea Bank Abp 29 1.320000 3529.300000 75.300000 2.180000 3453.999992
MedCap 2 1.080000 468.000000 47.000000 11.160000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.230000 398.500000 43.500000 12.250000 355.000000
SAAB B 8 -0.670000 3420.000000 43.000000 1.270000 3377.000000
Boozt 12 1.220000 1692.000000 38.000000 2.300000 1653.999996
Resurs Holding 22 1.520000 602.800000 28.800000 5.020000 573.999998
Corem Property Group B 59 0.790000 603.570000 26.570000 4.600000 576.999999
Swedbank A 3 1.880000 586.650000 22.650000 4.020000 564.000000
AcadeMedia 12 0.040000 578.880000 21.880000 3.930000 557.000004
Intrum 4 0.220000 546.000000 19.000000 3.610000 527.000000
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 1.520000 584.880000 14.880000 2.610000 570.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.500000 255.360000 9.360000 3.800000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.220000 534.400000 2.400000 0.450000 532.000000
Handelsbanken A 5 0.600000 543.250000 -2.750000 -0.500000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
CTEK 13 -3.750000 510.770000 -23.230000 -4.350000 533.999999
Essity B 2 -0.330000 547.400000 -26.600000 -4.630000 574.000000
Essity A 4 0.000000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -1.530000 545.560000 -67.440000 -11.000000 612.999432
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 2.520000 3703.000000 -108.000000 -2.830000 3810.999990
Beijer Electronics Group 26 -1.670000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 1.140000 1434.600000 -229.400000 -13.790000 1663.999992
Axfood 13 0.410000 3482.700000 -273.300000 -7.280000 3756.000001
Ovzon 52 -1.870000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46074.060000 -814.510000 -2.38092% 46888.564618

Updated:¶

'2023-01-27 13:28:41.710824'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶